Hmm... I'm not sure. Maybe they just have a foul taste or something He might not like them.
The crickets you say are pinheads, right?
Or (I'm just guessing on this one, don't take my word for it) he could have a little cut or something that hurts him when he swallows.... it could be

yeah they are pinheads. But Dads Girlfriend(HolyToledo) been telling me to feed him worms but he runs from them. He was eating house flies but its to cold now to get them! So i dont know what to do. Kinda weird